Working Papers

From University of Pretoria, Department of Economics
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201111: NON-TIMBER FOREST PRODUCTS DEPENDENCE, PROPERTY RIGHTS AND LOCAL LEVEL INSTITUTIONS: EMPIRICAL EVIDENCE FROM ETHIOPIA

Abebe Damte and Steven Koch

201110: Property Rights, Institutions and Source of Fuel Wood in Rural Ethiopia

Abebe Damte and Steven Koch

201109: CLEAN FUEL SAVING TECHNOLOGY ADOPTION IN URBAN ETHIOPIA

Abebe Damte and Steven Koch

201108: An Analysis of Specialist Surgeons and their Practices

Steven Koch and Jean Slabbert

201107: Macroeconomic Variables and South African Stock Return Predictability

Rangan Gupta and Mampho Modise

201106: Electricity Intensities of the OECD and South Africa: A Comparison

Roula Inglesi-Lotz and James Blignaut

201105: South Africa's Electricity Consumption: A Sectoral Decomposition Analysis

Roula Inglesi-Lotz and James Blignaut

201104: Fiscal Performance and Sustainability of Local Government in South Africa — An Empirical Analysis

Nicolaas Schoeman

201103: The Opportunistic approach to monetary policy and financial markets

Ndahiriwe Kasai and Ruthira Naraidoo

201102: "Ripple" Effects in South African House Prices

Mehmet Balcilar, Abebe Beyene, Rangan Gupta and Monaheng Seleteng

201101: Using Large Data Sets to Forecast Sectoral Employment

Rangan Gupta, Alain Kabundi, Stephen Miller and Josine Uwilingiye

201030: Structural Breaks and GARCH Models of Stock Return Volatility: The Case of South Africa

Ali Babikir, Rangan Gupta, Chance Mwabutwa and Emmanuel Owusu-Sekyere

201029: The Long-Run Impact of Inflation in South Africa

Kafayat Amusa, Rangan Gupta, Shaakira Karolia and Beatrice Desiree Simo-Kengne

201028: The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa

Riona Arjoon, Mariette Botes, Laban Chesang and Rangan Gupta

201027: South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns

Rangan Gupta and Mampho Modise

201026: Mobilising Tax Revenue to Finance Development: The Case for Property Taxation in Francophone Africa

Nara Monkam

201025: AN EMPIRICAL DISSEMINATION OF THE PERSONAL INCOME TAX REGIME IN SOUTH AFRICA USING A MICROSIMULATION TAX MODEL

Yolande van Heerden and Nicolaas Schoeman

201024: Production Lags and Growth Dynamics in an Overlapping Generations Endogenous Growth Model

Rangan Gupta

201023: Fiscal Regime Changes and the Sustainability of Fiscal Imbalance in South Africa: A Smooth Transition Error-Correction Approach

Samuel Jibao, Nicolaas Schoeman and Ruthira Naraidoo

201022: NONLINEAR TAX ELASTICITIES AND THEIR IMPLICATIONS FOR THE STRUCTURAL BUDGET BALANCE

Charl Jooste and Ruthira Naraidoo

201021: FRACTIONAL MULTINOMIAL RESPONSE MODELS WITH AN APPLICATION TO EXPENDITURE SHARES

Steven Koch

201020: SEMIPARAMETRIC STOCHASTIC FRONTIER ANALYSIS OF SPECIALIST SURGEON CLINICS

Steven Koch and Jean Slabbert

201019: Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model

Rangan Gupta and Max Steinbach

201018: Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes

Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen Miller

201017: Bubbles in South African House Prices and their Impact on Consumption

Sonali Das, Rangan Gupta and Patrick Kanda

201016: Valuation Ratios and Stock Price Predictability in South Africa: Is it there?

Rangan Gupta and Mampho Modise

201015: The impact of the international economic crisis on child poverty in South Africa

Margaret Chitiga, Bernard Decaluwe, Ramos Mabugu, Hélène Maisonnave, Veronique Robichaud, Debra Shepherd, Servaas van der Berg and Dieter von Fintel

201014: Financial Development and Economic Growth in Latin America: Schumpeter is Right!

Manoel Bittencourt

201013: THE USE OF A MARSHALLIAN MACROECONOMIC MODEL FOR POLICY EVALUATION: CASE OF SOUTH AFRICA

Jacques Kibabmbe and Arnold Zellner

201012: The Impact of the Global Economic Crisis on Sub-National Government – Lessons from the Free State Province in South Africa

Hélène Maisonnave, Jugal Mahabir, Ramos Mabugu and Margaret Chitiga

201011: Inflation and Economic Growth in Latin America: Some Panel Time-Series Evidence

Manoel Bittencourt

201010: Role of Governance in Explaining Domestic Investment in Nigeria

Olusegun Akanbi

201009: Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics

Rangan Gupta, Marius Jurgilas, Stephen Miller and Dylan van Wyk

201008: An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa

Mehmet Balcilar, Rangan Gupta and Zahra Shah

201007: Forecasting Monetary Rules in South Africa

Ruthira Naraidoo and Ivan Paya

201006: Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank

Ruthira Naraidoo and Ndahiriwe Kasai

201005: Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy

Ruthira Naraidoo and Leroi Raputsoane

201004: Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa

Ruthira Naraidoo and Leroi Raputsoane

201003: Border Tax Adjustments to Negate the Economic Impact of an Electricity Generation Tax

Reyno Seymore, Margaret Mabugu and Jan Van Heerden

201002: Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa

Rangan Gupta and Josine Uwilingiye

201001: Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting

Rangan Gupta and Cobus Vermeulen

200931: Social Ingredients and Conditional Convergence in the Study of Sectoral Growth

Jacques Kibabmbe, Renee van Eyden and Charlotte du Toit

200930: Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa

Jacques Kibabmbe and Nicolaas Schoeman

200929: Do Neighbors of Host Countries Matter to Aggregate US FDI Outflows?

Francis Kemegue

200928: Pattern of Interdependence of Aggregate FDI from the Same Source Country

Francis Kemegue

200927: Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals

Rangan Gupta, Alain Kabundi and Stephen Miller

200926: Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?

Rangan Gupta, Christian Tipoy and Sonali Das

200925: Has the SARB Become More Effective Post Inflation Targeting?

Rangan Gupta, Alain Kabundi and Mampho Modise

200924: An Analysis of the Inward Cross-border Mergers and Acquisitions in the UK: A Macroeconomic Perspective

Agyenim Boateng, Ruthira Naraidoo and Moshfique Uddin

200923: Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment

Costas Milas and Ruthira Naraidoo